6. Stock A has an expected return of 8%, a beta coefficient of 0.72, and a standard deviation of expected returns of 28%. Stock B has an expected return of 10%, a beta coefficient of 0.96, and a standard deviation of expected returns of 20%. The risk-free is 5.5% and the market risk premium is 4%. What are the coefficients of variation for Stocks A & B?

• A. CV (Stock A) = 3.0 CV (Stock B) = 2.8
• B. CV (Stock A) = 3.5 CV (Stock B) = 2.0
• C. CV (Stock A) = 2.80 CV (Stock B) = 3.0
• D. CV (Stock A) = 12.60 CV (Stock B) = 2.40